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Revision as of 23:47, 4 March 2024

scientific article; zbMATH DE number 1708393
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English
Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase
scientific article; zbMATH DE number 1708393

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    Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase (English)
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    2 July 2002
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    defined-contribution pension plan
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    model risk
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    asset-allocation strategy
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    values-at-risk
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